Quantitative Trading Using Artificial Intelligence on Trend-following Indicators: An Example in 2020

Abstract

<h3>Abstract</h3> Much of our lives are spent in unconstrained rest states, yet cognitive brain processes are primarily investigated using task-constrained states. It may be possible to utilize the insights gained from experimental control of task processes as reference points for investigating unconstrained rest. To facilitate comparison of rest and task functional MRI (fMRI) data we focused on activation amplitude patterns, commonly used for task but not rest analyses. During rest, we identified spontaneous changes in temporally extended whole-brain activation pattern states. This revealed a hierarchical organization of rest states. The top consisted of two competing states consistent with previously identified “task-positive” and “task-negative” activation patterns. These states were composed of more specific states that repeated over time and across individuals. Contrasting with the view that rest consists of only task-negative states, task-positive states occurred 40% of the time while individuals “rested,” suggesting task-focused activity occurs during rest. Further, analysis of task data revealed a similar hierarchical structure of brain states. Together these results suggest brain activation dynamics form a general hierarchy across task and rest, with a small number of dominant general states reflecting basic functional modes and a variety of specific states likely reflecting a rich variety of cognitive processes.